NZ End of Day Data - Futures Day Traded at close of trade date 21/07/23 Report Generation Time: Sat, 22 Jul 2023 05:26:00

BB - 90 Day Bank Bill (100 minus yield % p.a)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Sep 2023	94.22	94.25	94.22	94.23	94.24	0.02	55,668	-639	1,696
Dec 2023	94.09	94.13	94.08	94.13	94.12	0.02	46,847	-919	2,970
Mar 2024	94.09	94.16	94.09	94.15	94.14	0.02	34,867	248	4,258
Jun 2024	94.23	94.27	94.23	94.27	94.26	-0.01	14,049	-486	1,037
Sep 2024	94.53	94.61	94.53	94.58	94.58	-0.06	3,987	7	81
Dec 2024	-	-	-	-	94.90	-0.06	103	-	-
Mar 2025	-	-	-	-	94.90	-0.06	-	-	-
Jun 2025	-	-	-	-	94.90	-0.06	-	-	-
Sep 2025	-	-	-	-	94.90	-0.06	-	-	-
Dec 2025	-	-	-	-	94.90	-0.06	-	-	-
Mar 2026	-	-	-	-	94.90	-0.06	-	-	-
Jun 2026	-	-	-	-	94.90	-0.06	-	-	-
Click here to view settlement price and volume graph							155,521	-1,789	10,042
EA - ASX NZ Electricity Base Load Quarterly Futures OTA (NZ$ per megawatt hour)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Sep 2023	114.20	116.95	113.90	116.95	116.95	4.15	5,072	36	36
Dec 2023	102.05	102.20	102.05	102.20	102.30	2.45	5,397	-12	66
Mar 2024	128.20	130.15	128.20	130.15	130.15	1.95	4,629	12	60
Jun 2024	186.00	187.25	186.00	187.25	187.25	3.75	3,680	1	13
Sep 2024	188.10	188.30	188.10	188.30	188.30	3.80	3,274	12	36
Dec 2024	101.95	102.10	101.95	102.10	102.10	2.55	3,242	-11	25
Mar 2025	137.90	139.00	137.90	138.80	138.80	1.90	2,659	12	48
Jun 2025	192.75	198.50	192.75	198.50	198.50	8.15	3,237	21	80
Sep 2025	193.20	198.50	193.20	198.50	198.50	8.20	2,783	-9	154
Dec 2025	105.55	106.20	105.55	106.20	106.20	2.65	2,949	-	48
Mar 2026	138.60	138.65	138.60	138.65	138.65	0.50	1,534	-12	24
Jun 2026	194.00	198.00	194.00	198.00	198.00	7.90	1,199	24	84
Sep 2026	193.00	197.00	193.00	197.00	197.00	6.90	1,128	-24	72
Dec 2026	-	-	-	-	104.50	-	1,092	-	-
Click here to view settlement price and volume graph							41,875	50	746
EE - ASX NZ Electricity Base Load Quarterly Futures BEN (NZ$ per megawatt hour)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Sep 2023	93.05	96.30	91.50	96.30	96.25	4.45	2,624	12	36
Dec 2023	80.50	82.55	79.85	82.15	82.15	4.90	2,913	1	121
Mar 2024	100.90	102.20	100.90	102.20	102.20	2.80	2,822	-4	44
Jun 2024	149.00	149.35	149.00	149.35	149.35	2.10	2,934	-12	36
Sep 2024	149.35	149.35	149.35	149.35	149.35	1.35	2,442	-	24
Dec 2024	76.00	77.00	76.00	77.00	77.00	1.90	1,939	11	38
Mar 2025	106.00	106.60	106.00	106.60	106.60	2.70	1,113	9	48
Jun 2025	150.75	151.90	150.75	151.90	151.90	4.40	2,222	-	48
Sep 2025	149.60	151.45	149.60	151.45	151.55	2.90	1,529	-	122
Dec 2025	73.90	75.35	73.90	75.35	75.35	2.55	760	-17	48
Mar 2026	-	-	-	-	105.05	-	195	-	-
Jun 2026	149.60	149.60	149.60	149.60	149.60	4.40	350	12	12
Sep 2026	149.35	149.35	148.10	148.10	148.10	3.10	434	12	36
Dec 2026	-	-	-	-	73.15	0.15	276	-	-
Click here to view settlement price and volume graph							22,553	24	613
ED - ASX NZ Electricity Base Load Monthly Futures OTA (NZ$ per megawatt hour)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Jul 2023	115.35	115.35	112.30	113.30	112.70	4.90	2,289	12	72
Aug 2023	120.00	126.00	120.00	126.00	125.35	5.35	2,592	34	140
Sep 2023	111.50	113.30	111.50	113.20	112.60	2.10	2,180	24	84
Oct 2023	113.30	117.60	113.30	117.60	112.50	1.45	791	50	126
Nov 2023	106.30	109.80	106.30	108.10	108.25	3.75	539	64	96
Dec 2023	85.00	87.65	85.00	87.65	86.35	2.20	155	12	72
Jan 2024	-	-	-	-	103.05	1.55	-	-	-
Feb 2024	-	-	-	-	130.55	1.95	-	-	-
Mar 2024	-	-	-	-	156.90	2.35	-	-	-
Click here to view settlement price and volume graph							8,546	196	590
EH - ASX NZ Electricity Base Load Monthly Futures BEN (NZ$ per megawatt hour)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Jul 2023	97.60	100.30	93.10	95.75	96.60	7.00	2,161	26	72
Aug 2023	95.45	101.00	95.45	101.00	101.90	6.45	1,957	53	132
Sep 2023	90.40	91.15	88.50	89.25	90.05	-0.25	1,344	12	120
Oct 2023	91.65	96.60	91.65	96.60	95.10	6.80	659	-	90
Nov 2023	81.30	86.50	81.30	86.50	85.20	6.20	409	12	84
Dec 2023	65.50	68.40	65.35	67.00	66.25	1.75	193	-24	108
Jan 2024	-	-	-	-	83.15	2.65	6	-	-
Feb 2024	-	-	-	-	95.40	2.45	-	-	-
Mar 2024	-	-	-	-	127.65	3.30	1	-	-
Click here to view settlement price and volume graph							6,730	79	606
EC - ASX NZ Electricity Peak Load Quarterly Futures OTA (NZ$ per megawatt hour)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Sep 2023	-	-	-	-	170.95	-	10	-	-
Dec 2023	-	-	-	-	135.35	-	-	-	-
Mar 2024	-	-	-	-	154.00	-	-	-	-
Jun 2024	-	-	-	-	239.10	-	-	-	-
Sep 2024	-	-	-	-	240.40	-	-	-	-
Dec 2024	-	-	-	-	118.00	-	-	-	-
Mar 2025	-	-	-	-	193.00	-	-	-	-
Jun 2025	-	-	-	-	249.60	-	-	-	-
Sep 2025	-	-	-	-	249.60	-	-	-	-
Dec 2025	-	-	-	-	151.45	-	-	-	-
Mar 2026	-	-	-	-	191.75	-	-	-	-
Jun 2026	-	-	-	-	248.75	-	-	-	-
Sep 2026	-	-	-	-	248.75	-	-	-	-
Dec 2026	-	-	-	-	150.40	-	-	-	-
Click here to view settlement price and volume graph							10	-	-
EG - ASX NZ Electricity Peak Load Quarterly Futures BEN (NZ$ per megawatt hour)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Sep 2023	-	-	-	-	124.50	-	70	-	-
Dec 2023	-	-	-	-	107.65	-	20	-	-
Mar 2024	-	-	-	-	147.45	-	20	-	-
Jun 2024	-	-	-	-	178.95	-	50	-	-
Sep 2024	-	-	-	-	178.90	-	70	-	-
Dec 2024	-	-	-	-	108.40	-	20	-	-
Mar 2025	-	-	-	-	124.00	-	-	-	-
Jun 2025	-	-	-	-	180.45	-	10	-	-
Sep 2025	-	-	-	-	181.05	-	10	-	-
Dec 2025	-	-	-	-	92.00	-	-	-	-
Mar 2026	-	-	-	-	123.00	-	-	-	-
Jun 2026	-	-	-	-	154.50	-	-	-	-
Sep 2026	-	-	-	-	154.50	-	-	-	-
Dec 2026	-	-	-	-	91.00	-	-	-	-
Click here to view settlement price and volume graph							270	-	-

Quoted figures are based on latest available information at the time of report generation. Although ASX Limited ABN 98 008 624 691 and its related bodies corporate (“ASX”) has made every effort to ensure the accuracy of the information as at the date of publication, ASX does not give any warranty or representation as to the accuracy, reliability or completeness of the information. To the extent permitted by law, ASX and its employees, officers and contractors shall not be liable for any loss or damage arising in any way (including by way of negligence) from or in connection with any information provided or omitted or from any one acting or refraining to act in reliance on this information.